diff options
Diffstat (limited to 'packages/contracts/test/exchange/match_orders.ts')
| -rw-r--r-- | packages/contracts/test/exchange/match_orders.ts | 808 |
1 files changed, 597 insertions, 211 deletions
diff --git a/packages/contracts/test/exchange/match_orders.ts b/packages/contracts/test/exchange/match_orders.ts index 46b3569bd..554c456cc 100644 --- a/packages/contracts/test/exchange/match_orders.ts +++ b/packages/contracts/test/exchange/match_orders.ts @@ -11,6 +11,8 @@ import { DummyERC721TokenContract } from '../../generated_contract_wrappers/dumm import { ERC20ProxyContract } from '../../generated_contract_wrappers/erc20_proxy'; import { ERC721ProxyContract } from '../../generated_contract_wrappers/erc721_proxy'; import { ExchangeContract } from '../../generated_contract_wrappers/exchange'; +import { ReentrantERC20TokenContract } from '../../generated_contract_wrappers/reentrant_erc20_token'; +import { TestExchangeInternalsContract } from '../../generated_contract_wrappers/test_exchange_internals'; import { artifacts } from '../utils/artifacts'; import { expectTransactionFailedAsync } from '../utils/assertions'; import { chaiSetup } from '../utils/chai_setup'; @@ -20,12 +22,12 @@ import { ERC721Wrapper } from '../utils/erc721_wrapper'; import { ExchangeWrapper } from '../utils/exchange_wrapper'; import { MatchOrderTester } from '../utils/match_order_tester'; import { OrderFactory } from '../utils/order_factory'; -import { ERC20BalancesByOwner, ERC721TokenIdsByOwner, OrderInfo, OrderStatus } from '../utils/types'; +import { ERC20BalancesByOwner, ERC721TokenIdsByOwner } from '../utils/types'; import { provider, txDefaults, web3Wrapper } from '../utils/web3_wrapper'; +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); chaiSetup.configure(); const expect = chai.expect; -const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); describe('matchOrders', () => { let makerAddressLeft: string; @@ -39,6 +41,7 @@ describe('matchOrders', () => { let erc20TokenB: DummyERC20TokenContract; let zrxToken: DummyERC20TokenContract; let erc721Token: DummyERC721TokenContract; + let reentrantErc20Token: ReentrantERC20TokenContract; let exchange: ExchangeContract; let erc20Proxy: ERC20ProxyContract; let erc721Proxy: ERC721ProxyContract; @@ -60,6 +63,8 @@ describe('matchOrders', () => { let matchOrderTester: MatchOrderTester; + let testExchange: TestExchangeInternalsContract; + before(async () => { await blockchainLifecycle.startAsync(); }); @@ -127,23 +132,46 @@ describe('matchOrders', () => { }), constants.AWAIT_TRANSACTION_MINED_MS, ); + + reentrantErc20Token = await ReentrantERC20TokenContract.deployFrom0xArtifactAsync( + artifacts.ReentrantERC20Token, + provider, + txDefaults, + exchange.address, + ); + // Set default addresses defaultERC20MakerAssetAddress = erc20TokenA.address; defaultERC20TakerAssetAddress = erc20TokenB.address; defaultERC721AssetAddress = erc721Token.address; // Create default order parameters - const defaultOrderParams = { + const defaultOrderParamsLeft = { ...constants.STATIC_ORDER_PARAMS, + makerAddress: makerAddressLeft, exchangeAddress: exchange.address, makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + feeRecipientAddress: feeRecipientAddressLeft, + }; + const defaultOrderParamsRight = { + ...constants.STATIC_ORDER_PARAMS, + makerAddress: makerAddressRight, + exchangeAddress: exchange.address, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + feeRecipientAddress: feeRecipientAddressRight, }; const privateKeyLeft = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddressLeft)]; - orderFactoryLeft = new OrderFactory(privateKeyLeft, defaultOrderParams); + orderFactoryLeft = new OrderFactory(privateKeyLeft, defaultOrderParamsLeft); const privateKeyRight = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddressRight)]; - orderFactoryRight = new OrderFactory(privateKeyRight, defaultOrderParams); + orderFactoryRight = new OrderFactory(privateKeyRight, defaultOrderParamsRight); // Set match order tester matchOrderTester = new MatchOrderTester(exchangeWrapper, erc20Wrapper, erc721Wrapper, zrxToken.address); + testExchange = await TestExchangeInternalsContract.deployFrom0xArtifactAsync( + artifacts.TestExchangeInternals, + provider, + txDefaults, + ); }); beforeEach(async () => { await blockchainLifecycle.startAsync(); @@ -157,263 +185,580 @@ describe('matchOrders', () => { erc721TokenIdsByOwner = await erc721Wrapper.getBalancesAsync(); }); - it('should transfer the correct amounts when orders completely fill each other', async () => { + it('Should transfer correct amounts when right order is fully filled and values pass isRoundingErrorFloor but fail isRoundingErrorCeil', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAddress: makerAddressLeft, - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(17), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(98), 0), feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAddress: makerAddressRight, makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(75), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), feeRecipientAddress: feeRecipientAddressRight, }); + // Assert is rounding error ceil & not rounding error floor + // These assertions are taken from MixinMatchOrders::calculateMatchedFillResults + // The rounding error is derived computating how much the left maker will sell. + const numerator = signedOrderLeft.makerAssetAmount; + const denominator = signedOrderLeft.takerAssetAmount; + const target = signedOrderRight.makerAssetAmount; + const isRoundingErrorCeil = await testExchange.publicIsRoundingErrorCeil.callAsync( + numerator, + denominator, + target, + ); + expect(isRoundingErrorCeil).to.be.true(); + const isRoundingErrorFloor = await testExchange.publicIsRoundingErrorFloor.callAsync( + numerator, + denominator, + target, + ); + expect(isRoundingErrorFloor).to.be.false(); // Match signedOrderLeft with signedOrderRight - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + // Note that the left maker received a slightly better sell price. + // This is intentional; see note in MixinMatchOrders.calculateMatchedFillResults. + // Because the left maker received a slightly more favorable sell price, the fee + // paid by the left taker is slightly higher than that paid by the left maker. + // Fees can be thought of as a tax paid by the seller, derived from the sale price. + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(75), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('76.4705882352941176'), 16), // 76.47% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(75), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 0), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber('76.5306122448979591'), 16), // 76.53% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, + expectedTransferAmounts, ); - // Verify left order was fully filled - const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft); - expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); - // Verify right order was fully filled - const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight); - expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); }); - it('should transfer the correct amounts when orders completely fill each other and taker doesnt take a profit', async () => { + it('Should transfer correct amounts when left order is fully filled and values pass isRoundingErrorCeil but fail isRoundingErrorFloor', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAddress: makerAddressLeft, - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(15), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 0), feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAddress: makerAddressRight, makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(97), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(14), 0), feeRecipientAddress: feeRecipientAddressRight, }); - // Store original taker balance - const takerInitialBalances = _.cloneDeep(erc20BalancesByOwner[takerAddress][defaultERC20MakerAssetAddress]); + // Assert is rounding error floor & not rounding error ceil + // These assertions are taken from MixinMatchOrders::calculateMatchedFillResults + // The rounding error is derived computating how much the right maker will buy. + const numerator = signedOrderRight.takerAssetAmount; + const denominator = signedOrderRight.makerAssetAmount; + const target = signedOrderLeft.takerAssetAmount; + const isRoundingErrorFloor = await testExchange.publicIsRoundingErrorFloor.callAsync( + numerator, + denominator, + target, + ); + expect(isRoundingErrorFloor).to.be.true(); + const isRoundingErrorCeil = await testExchange.publicIsRoundingErrorCeil.callAsync( + numerator, + denominator, + target, + ); + expect(isRoundingErrorCeil).to.be.false(); // Match signedOrderLeft with signedOrderRight - let newERC20BalancesByOwner: ERC20BalancesByOwner; - let newERC721TokenIdsByOwner: ERC721TokenIdsByOwner; - // prettier-ignore - [ - newERC20BalancesByOwner, - // tslint:disable-next-line:trailing-comma - newERC721TokenIdsByOwner - ] = await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + // Note that the right maker received a slightly better purchase price. + // This is intentional; see note in MixinMatchOrders.calculateMatchedFillResults. + // Because the right maker received a slightly more favorable buy price, the fee + // paid by the right taker is slightly higher than that paid by the right maker. + // Fees can be thought of as a tax paid by the seller, derived from the sale price. + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(15), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('92.7835051546391752'), 16), // 92.78% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 0), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber('92.8571428571428571'), 16), // 92.85% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, - ); - // Verify left order was fully filled - const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft); - expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); - // Verify right order was fully filled - const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight); - expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); - // Verify taker did not take a profit - expect(takerInitialBalances).to.be.deep.equal( - newERC20BalancesByOwner[takerAddress][defaultERC20MakerAssetAddress], + expectedTransferAmounts, ); }); - it('should transfer the correct amounts when left order is completely filled and right order is partially filled', async () => { + it('Should give right maker a better buy price when rounding', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAddress: makerAddressLeft, - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAddress: makerAddressRight, makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(20), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 18), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(83), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(49), 0), feeRecipientAddress: feeRecipientAddressRight, }); - // Match orders - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + // Note: + // The correct price buy price for the right maker would yield (49/83) * 22 = 12.988 units + // of the left maker asset. This gets rounded up to 13, giving the right maker a better price. + // Note: + // The maker/taker fee percentage paid on the right order differs because + // they received different sale prices. The right maker pays a + // fee slightly lower than the right taker. + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('26.5060240963855421'), 16), // 26.506% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 0), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber('26.5306122448979591'), 16), // 26.531% + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, + expectedTransferAmounts, ); - // Verify left order was fully filled - const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft); - expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); - // Verify right order was partially filled - const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight); - expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FILLABLE); }); - it('should transfer the correct amounts when right order is completely filled and left order is partially filled', async () => { + it('Should give left maker a better sell price when rounding', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAddress: makerAddressLeft, - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(12), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(97), 0), feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAddress: makerAddressRight, makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), feeRecipientAddress: feeRecipientAddressRight, }); - // Match orders - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + // Note: + // The maker/taker fee percentage paid on the left order differs because + // they received different sale prices. The left maker pays a fee + // slightly lower than the left taker. + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(11), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.6666666666666666'), 16), // 91.6% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 0), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.7525773195876288'), 16), // 91.75% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, + expectedTransferAmounts, ); - // Verify left order was partially filled - const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft); - expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FILLABLE); - // Verify right order was fully filled - const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight); - expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); }); - it('should transfer the correct amounts when consecutive calls are used to completely fill the left order', async () => { + it('Should transfer correct amounts when right order fill amount deviates from amount derived by `Exchange.fillOrder`', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAddress: makerAddressLeft, - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1005), 0), feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAddress: makerAddressRight, makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2126), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1063), 0), + feeRecipientAddress: feeRecipientAddressRight, + }); + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1005), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + // Notes: + // i. + // The left order is fully filled by the right order, so the right maker must sell 1005 units of their asset to the left maker. + // By selling 1005 units, the right maker should theoretically receive 502.5 units of the left maker's asset. + // Since the transfer amount must be an integer, this value must be rounded down to 502 or up to 503. + // ii. + // If the right order were filled via `Exchange.fillOrder` the respective fill amounts would be [1004, 502] or [1006, 503]. + // It follows that we cannot trigger a sale of 1005 units of the right maker's asset through `Exchange.fillOrder`. + // iii. + // For an optimal match, the algorithm must choose either [1005, 502] or [1005, 503] as fill amounts for the right order. + // The algorithm favors the right maker when the exchange rate must be rounded, so the final fill for the right order is [1005, 503]. + // iv. + // The right maker fee differs from the right taker fee because their exchange rate differs. + // The right maker always receives the better exchange and fee price. + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1005), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(503), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('47.2718720602069614'), 16), // 47.27% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(497), 0), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber('47.3189087488240827'), 16), // 47.31% + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow matchOrders to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAddress: makerAddressRight, + takerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feeRecipientAddress: feeRecipientAddressRight, + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await expectTransactionFailedAsync( + exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), + RevertReason.TransferFailed, + ); + }); + }); + }; + describe('matchOrders reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should transfer the correct amounts when orders completely fill each other', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match signedOrderLeft with signedOrderRight + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer the correct amounts when orders completely fill each other and taker doesnt take a profit', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + }); + // Match signedOrderLeft with signedOrderRight + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer the correct amounts when left order is completely filled and right order is partially filled', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(20), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 18), + }); + // Match signedOrderLeft with signedOrderRight + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 16), // 50% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 16), // 50% + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer the correct amounts when right order is completely filled and left order is partially filled', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match signedOrderLeft with signedOrderRight + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer the correct amounts when consecutive calls are used to completely fill the left order', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feeRecipientAddress: feeRecipientAddressRight, }); // Match orders let newERC20BalancesByOwner: ERC20BalancesByOwner; let newERC721TokenIdsByOwner: ERC721TokenIdsByOwner; + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; // prettier-ignore [ newERC20BalancesByOwner, // tslint:disable-next-line:trailing-comma newERC721TokenIdsByOwner - ] = await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + ] = await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, + expectedTransferAmounts, ); - // Verify left order was partially filled - const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft); - expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FILLABLE); - // Verify right order was fully filled - const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight); - expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); // Construct second right order // Note: This order needs makerAssetAmount=90/takerAssetAmount=[anything <= 45] to fully fill the right order. // However, we use 100/50 to ensure a partial fill as we want to go down the "left fill" // branch in the contract twice for this test. const signedOrderRight2 = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), - feeRecipientAddress: feeRecipientAddressRight, }); // Match signedOrderLeft with signedOrderRight2 const leftTakerAssetFilledAmount = signedOrderRight.makerAssetAmount; const rightTakerAssetFilledAmount = new BigNumber(0); - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + const expectedTransferAmounts2 = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(45), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90% (10% paid earlier) + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(45), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90% (10% paid earlier) + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight2, takerAddress, newERC20BalancesByOwner, - erc721TokenIdsByOwner, + newERC721TokenIdsByOwner, + expectedTransferAmounts2, leftTakerAssetFilledAmount, rightTakerAssetFilledAmount, ); - // Verify left order was fully filled - const leftOrderInfo2: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft); - expect(leftOrderInfo2.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); - // Verify second right order was partially filled - const rightOrderInfo2: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight2); - expect(rightOrderInfo2.orderStatus as OrderStatus).to.be.equal(OrderStatus.FILLABLE); }); it('should transfer the correct amounts when consecutive calls are used to completely fill the right order', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAddress: makerAddressLeft, makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), - feeRecipientAddress: feeRecipientAddressRight, }); // Match orders let newERC20BalancesByOwner: ERC20BalancesByOwner; let newERC721TokenIdsByOwner: ERC721TokenIdsByOwner; + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 16), // 4% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(6), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 16), // 4% + }; // prettier-ignore [ newERC20BalancesByOwner, // tslint:disable-next-line:trailing-comma newERC721TokenIdsByOwner - ] = await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + ] = await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, + expectedTransferAmounts, ); - // Verify left order was partially filled - const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft); - expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); - // Verify right order was fully filled - const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight); - expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FILLABLE); + // Create second left order // Note: This order needs makerAssetAmount=96/takerAssetAmount=48 to fully fill the right order. // However, we use 100/50 to ensure a partial fill as we want to go down the "right fill" // branch in the contract twice for this test. const signedOrderLeft2 = await orderFactoryLeft.newSignedOrderAsync({ - makerAddress: makerAddressLeft, makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), - feeRecipientAddress: feeRecipientAddressLeft, }); // Match signedOrderLeft2 with signedOrderRight const leftTakerAssetFilledAmount = new BigNumber(0); @@ -421,198 +766,257 @@ describe('matchOrders', () => { erc20BalancesByOwner[takerAddress][defaultERC20MakerAssetAddress], ); const rightTakerAssetFilledAmount = signedOrderLeft.makerAssetAmount.minus(takerAmountReceived); - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + const expectedTransferAmounts2 = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(48), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(48), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft2, signedOrderRight, takerAddress, newERC20BalancesByOwner, - erc721TokenIdsByOwner, + newERC721TokenIdsByOwner, + expectedTransferAmounts2, leftTakerAssetFilledAmount, rightTakerAssetFilledAmount, ); - // Verify second left order was partially filled - const leftOrderInfo2: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft2); - expect(leftOrderInfo2.orderStatus as OrderStatus).to.be.equal(OrderStatus.FILLABLE); - // Verify right order was fully filled - const rightOrderInfo2: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight); - expect(rightOrderInfo2.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); }); it('should transfer the correct amounts if fee recipient is the same across both matched orders', async () => { const feeRecipientAddress = feeRecipientAddressLeft; const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAddress: makerAddressLeft, makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), feeRecipientAddress, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), feeRecipientAddress, }); // Match orders - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, + expectedTransferAmounts, ); }); it('should transfer the correct amounts if taker is also the left order maker', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAddress: makerAddressLeft, makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feeRecipientAddress: feeRecipientAddressRight, }); // Match orders takerAddress = signedOrderLeft.makerAddress; - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, + expectedTransferAmounts, ); }); it('should transfer the correct amounts if taker is also the right order maker', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAddress: makerAddressLeft, makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feeRecipientAddress: feeRecipientAddressRight, }); // Match orders takerAddress = signedOrderRight.makerAddress; - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, + expectedTransferAmounts, ); }); it('should transfer the correct amounts if taker is also the left fee recipient', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAddress: makerAddressLeft, makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feeRecipientAddress: feeRecipientAddressRight, }); // Match orders takerAddress = feeRecipientAddressLeft; - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, + expectedTransferAmounts, ); }); it('should transfer the correct amounts if taker is also the right fee recipient', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAddress: makerAddressLeft, makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feeRecipientAddress: feeRecipientAddressRight, }); // Match orders takerAddress = feeRecipientAddressRight; - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, + expectedTransferAmounts, ); }); it('should transfer the correct amounts if left maker is the left fee recipient and right maker is the right fee recipient', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAddress: makerAddressLeft, makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feeRecipientAddress: makerAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feeRecipientAddress: makerAddressRight, }); // Match orders - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, + expectedTransferAmounts, ); }); it('Should throw if left order is not fillable', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAddress: makerAddressLeft, makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feeRecipientAddress: feeRecipientAddressRight, }); // Cancel left order await exchangeWrapper.cancelOrderAsync(signedOrderLeft, signedOrderLeft.makerAddress); @@ -626,18 +1030,12 @@ describe('matchOrders', () => { it('Should throw if right order is not fillable', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAddress: makerAddressLeft, makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feeRecipientAddress: feeRecipientAddressRight, }); // Cancel right order await exchangeWrapper.cancelOrderAsync(signedOrderRight, signedOrderRight.makerAddress); @@ -651,18 +1049,12 @@ describe('matchOrders', () => { it('should throw if there is not a positive spread', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAddress: makerAddressLeft, makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), - feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), 18), - feeRecipientAddress: feeRecipientAddressRight, }); // Match orders return expectTransactionFailedAsync( @@ -674,18 +1066,13 @@ describe('matchOrders', () => { it('should throw if the left maker asset is not equal to the right taker asset ', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAddress: makerAddressLeft, makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feeRecipientAddress: feeRecipientAddressRight, }); // Match orders return expectTransactionFailedAsync( @@ -701,20 +1088,13 @@ describe('matchOrders', () => { it('should throw if the right maker asset is not equal to the left taker asset', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAddress: makerAddressLeft, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feeRecipientAddress: feeRecipientAddressRight, }); // Match orders return expectTransactionFailedAsync( @@ -727,70 +1107,76 @@ describe('matchOrders', () => { // Create orders to match const erc721TokenToTransfer = erc721LeftMakerAssetIds[0]; const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAddress: makerAddressLeft, makerAssetData: assetDataUtils.encodeERC721AssetData(defaultERC721AssetAddress, erc721TokenToTransfer), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), makerAssetAmount: new BigNumber(1), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), takerAssetData: assetDataUtils.encodeERC721AssetData(defaultERC721AssetAddress, erc721TokenToTransfer), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: new BigNumber(1), - feeRecipientAddress: feeRecipientAddressRight, }); // Match orders - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 50% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, + expectedTransferAmounts, ); - // Verify left order was fully filled - const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft); - expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); - // Verify right order was fully filled - const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight); - expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); }); it('should transfer correct amounts when right order maker asset is an ERC721 token', async () => { // Create orders to match const erc721TokenToTransfer = erc721RightMakerAssetIds[0]; const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAddress: makerAddressLeft, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), takerAssetData: assetDataUtils.encodeERC721AssetData(defaultERC721AssetAddress, erc721TokenToTransfer), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: new BigNumber(1), - feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, makerAssetData: assetDataUtils.encodeERC721AssetData(defaultERC721AssetAddress, erc721TokenToTransfer), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), makerAssetAmount: new BigNumber(1), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feeRecipientAddress: feeRecipientAddressRight, + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), 18), }); // Match orders - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, + expectedTransferAmounts, ); - // Verify left order was fully filled - const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft); - expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); - // Verify right order was fully filled - const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight); - expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); }); }); }); // tslint:disable-line:max-file-line-count |